I want to say "screw your friend and her having Phoebe on her short list" Belphoebe is so much prettier.
(Also Bellicent makes me think of belligerent. Which I know I've said before.)
Though I think this makes sense for you guys - like a "normal" middle makes sense.

I love the nickname Pom for Penelope. Ive never heard that before and it makes me smile!
Other than that I really like Belphoebe, Pandora and Zenobia.
To me Polyhymnia and Melpomene both sound like drugs or chemical additives. I wish they didn't because they are beautiful... but I can't help but think that. The other ones I just don't care for.